Search results for: Robust exponential stability

Authors: Débora V. Busman, Venerando E. Amaro, Mattheus da C. Prudêncio

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Prognostic studies of the shoreline are of utmost importance for Ponta Negra Beach, located in Natal, Northeastern Brazil, where the infrastructure recently built along the shoreline is severely affected by flooding and erosion. This study compares shoreline predictions using three linear regression methods (LMS, LRR and WLR) and tries to discern the best method for different shoreline position scenarios. The methods have shown erosion on the beach in each of the scenarios tested, even in less intense dynamic conditions. The WLA_A with confidence interval of 95% was the well-adjusted model and calculated a retreat of -1.25 m/yr to -2.0 m/yr in hot spot areas. The change of the shoreline on Ponta Negra Beach can be measured as a negative exponential curve. Analysis of these methods has shown a correlation with the morphodynamic stage of the beach.

Keywords: Coastal Erosion, Prognostic Model, DSAS.

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Authors: Roman Klas, František Pochylý, Pavel Rudolf

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This paper is focused on the CFD simulation of the radiaxial pump (i.e. mixed flow pump) with the aim to detect the reasons of Y-Q characteristic instability. The main reasons of pressure pulsations were detected by means of the analysis of velocity and pressure fields within the pump combined with the theoretical approach. Consequently, the modifications of spiral case and pump suction area were made based on the knowledge of flow conditions and the shape of dissipation function. The primary design of pump geometry was created as the base model serving for the comparison of individual modification influences. The basic experimental data are available for this geometry. This approach replaced the more complicated and with respect to convergence of all computational tasks more difficult calculation for the compressible liquid flow. The modification of primary pump consisted in inserting the three fins types. Subsequently, the evaluation of pressure pulsations, specific energy curves and visualization of velocity fields were chosen as the criterion for successful design. 

Keywords: CFD, radiaxial pump, spiral case, stability

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Authors: A. Szekrényes

Abstract:

This paper revisits the free vibration problem of delaminated composite beams. It is shown that during the vibration of composite beams the delaminated parts are subjected to the parametric excitation. This can lead to the dynamic buckling during the motion of the structure. The equation of motion includes time-dependent stiffness and so it leads to a system of Mathieu-Hill differential equations. The free vibration analysis of beams is carried out in the usual way by using beam finite elements. The dynamic buckling problem is investigated locally, and the critical buckling forces are determined by the modified harmonic balance method by using an imposed time function of the motion. The stability diagrams are created, and the numerical predictions are compared to experimental results. The most important findings are the critical amplitudes at which delamination buckling takes place, the stability diagrams representing the instability of the system, and the realistic mode shape prediction in contrast with the unrealistic results of models available in the literature.

Keywords: Delamination, free vibration, parametric excitation, sweep excitation.

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Authors: Hamed Sabahno

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In this paper, an inventory model with finite and constant replenishment rate, price dependant demand rate, time value of money and inflation, finite time horizon, lead time and exponential deterioration rate and with the objective of maximizing the present worth of the total system profit is developed. Using a dynamic programming based solution algorithm, the optimal sequence of the cycles can be found and also different optimal selling prices, optimal order quantities and optimal maximum inventories can be obtained for the cycles with unequal lengths, which have never been done before for this model. Also, a numerical example is used to show accuracy of the solution procedure.

Keywords: Deteriorating items, Dynamic programming, Finitereplenishment rate, Inventory control, Operation Research.

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Authors: H. K. G. K. D. K. Hapuhinna, R. D. Gunaratne, H. M. J. C. Pitawala

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This study aimed to find out chemical and structural suitability of synthesized eppawala hydroxyapatite composite as bone cement, by comparing and contrasting it with human bone as well as commercially available bone cement, which is currently used in orthopedic surgeries. Therefore, a mixture of commercially available bone cement and its liquid monomer, commercially available methyl methacrylate (MMA) and a mixture of solid state synthesized eppawala hydroxyapatite powder with commercially available MMA were prepared as the direct substitution for bone cement. Then physical and chemical properties including composition, crystallinity, presence of functional groups, thermal stability, surface morphology, and microstructural features were examined compared to human bone. Results show that there is a close similarity between synthesized product and human bone and it has exhibited high thermal stability, good crystalline and porous properties than the commercial product. Finally, the study concluded that synthesized hydroxyapatite composite can be used directly as a substitution for commercial bone cement.

Keywords: Hydroxyapatite, bone cement, methyl methacrylate, orthopedics.

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Authors: Asnate Kirse, Daina Karklina, Sandra Muizniece-Brasava, Ruta Galoburda

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Pulses are high in plant protein and dietary fiber, and contain slowly digestible starches. Innovative products from pulses could increase their consumption and benefit consumer health. This study was conducted to evaluate physicochemical stability of processed cowpea (Vigna unguiculata (L.) Walp. cv. Fradel) and maple pea (Pisum sativum var. arvense L. cv. Bruno) spreads at 5 °C temperature during 62-day storage. Physicochemical stability of pulse spreads was compared after sous vide treatment (80 °C/15 min) and high pressure processing (700 MPa/10 min/20 °C). Pulse spreads were made by homogenizing cooked pulses in a food processor together with salt, citric acid, oil, and bruschetta seasoning. A total of four different pulse spreads were studied: Cowpea spread without and with seasoning, maple pea spread without and with seasoning. Transparent PA/PE and light proof PET/ALU/PA/PP film pouches were used for packaging of pulse spreads under vacuum. The parameters investigated were pH, water activity and mass losses. Pulse spreads were tested on days 0, 15, 29, 42, 50, 57 and 62. The results showed that sous-vide treatment and high pressure processing had an insignificant influence on pH, water activity and mass losses after processing, irrespective of packaging material did not change (p>0.1). pH and water activity of sous-vide treated and high pressure processed pulse spreads in different packaging materials proved to be stable throughout the storage. Mass losses during storage accounted to 0.1% losses. Chosen sous-vide treatment and high pressure processing regimes and packaging materials are suitable to maintain consistent physicochemical quality of the new products during 62-day storage.

Keywords: Cowpea, flexible packaging, maple pea, pH, water activity.

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Authors: C. Ardil

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This article presents a multiple criteria evaluation for a trainer aircraft selection problem using "preference analysis for reference ideal solution (PARIS)” approach. The available relevant literature points to the use of multiple criteria decision making analysis (MCDMA) methods for the problem of trainer aircraft selection, which often involves conflicting multiple criteria. Therefore, this MCDMA study aims to propose a robust systematic integrated framework focusing on the trainer aircraft selection problem. For this purpose, an integrated preference analysis approach based the mean weight and entropy weight procedures with PARIS, and TOPSIS was used for a MCDMA compensating solution. In this study, six trainer aircraft alternatives were evaluated according to six technical decision criteria, and data were collected from the current relevant literature. As a result, the King Air C90GTi alternative was identified as the most suitable trainer aircraft alternative. In order to verify the stability and accuracy of the results obtained, comparisons were made with existing MCDMA methods during the sensitivity and validity analysis process.The results of the application were further validated by applying the comparative analysis-based PARIS, and TOPSIS method. The proposed integrated MCDMA systematic structure is also expected to address the issues encountered in the aircraft selection process. Finally, the analysis results obtained show that the proposed MCDMA method is an effective and accurate tool that can help analysts make better decisions.

Keywords: aircraft, trainer aircraft selection, multiple criteria decision making, multiple criteria decision making analysis, mean weight, entropy weight, MCDMA, PARIS, TOPSIS

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Authors: Junjie Chen, Deguang Xu

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The high energy density of hydrocarbon fuels creates a great opportunity to develop catalytic combustion based micro-power generation systems to meet increasing demands for micro-scale devices. In this work, the recent technological development progress in fundamental understanding of the catalytic combustion at micro-scales are reviewed. The underlying fundamental mechanisms, flame stability, hetero-homogeneous interaction, catalytic ignition, and catalytic reforming are reviewed in catalytic micro-scale combustion systems. Catalytic combustion and its design, diagnosis, and modeling operation are highlighted for micro-combustion application purpose; these fundamental aspects are reviewed. Finally, an overview of future studies is made. The primary objective of this review is to present an overview of the development of micro-power generators by focusing more on the advances and challenges in the fundamental understanding of the catalytic combustion at micro-scales.

Keywords: Micro-combustion, catalytic combustion, flame stability, hetero-homogeneous interaction, catalytic ignition, catalytic reforming.

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Authors: Nicolò Vaiana, Filip C. Filippou, Giorgio Serino

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In order to reduce numerical computations in the nonlinear dynamic analysis of seismically base-isolated structures, a Mixed Explicit-Implicit time integration Method (MEIM) has been proposed. Adopting the explicit conditionally stable central difference method to compute the nonlinear response of the base isolation system, and the implicit unconditionally stable Newmark’s constant average acceleration method to determine the superstructure linear response, the proposed MEIM, which is conditionally stable due to the use of the central difference method, allows to avoid the iterative procedure generally required by conventional monolithic solution approaches within each time step of the analysis. The main aim of this paper is to investigate the stability and computational efficiency of the MEIM when employed to perform the nonlinear time history analysis of base-isolated structures with sliding bearings. Indeed, in this case, the critical time step could become smaller than the one used to define accurately the earthquake excitation due to the very high initial stiffness values of such devices. The numerical results obtained from nonlinear dynamic analyses of a base-isolated structure with a friction pendulum bearing system, performed by using the proposed MEIM, are compared to those obtained adopting a conventional monolithic solution approach, i.e. the implicit unconditionally stable Newmark’s constant acceleration method employed in conjunction with the iterative pseudo-force procedure. According to the numerical results, in the presented numerical application, the MEIM does not have stability problems being the critical time step larger than the ground acceleration one despite of the high initial stiffness of the friction pendulum bearings. In addition, compared to the conventional monolithic solution approach, the proposed algorithm preserves its computational efficiency even when it is adopted to perform the nonlinear dynamic analysis using a smaller time step.

Keywords: Base isolation, computational efficiency, mixed explicit-implicit method, partitioned solution approach, stability.

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Authors: K. Nagaraju, S. Sivanagaraju, T. Ramana, V. Ganesh

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This paper presents a simple method for estimation of additional load as a factor of the existing load that may be drawn before reaching the point of line maximum loadability of radial distribution system (RDS) with different realistic load models at different substation voltages. The proposed method involves a simple line loadability index (LLI) that gives a measure of the proximity of the present state of a line in the distribution system. The LLI can use to assess voltage instability and the line loading margin. The proposed method also compares with the existing method of maximum loadability index [10]. The simulation results show that the LLI can identify not only the weakest line/branch causing system instability but also the system voltage collapse point when it is near one. This feature enables us to set an index threshold to monitor and predict system stability on-line so that a proper action can be taken to prevent the system from collapse. To demonstrate the validity of the proposed algorithm, computer simulations are carried out on two bus and 69 bus RDS.

Keywords: line loadability index, line loading margin, maximum line loadability, system stability, radial distribution system

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Authors: N. Deepika, P. A. L. Narayana

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Linear stability analysis of double diffusive convection in a horizontal porous layer saturated with fluid is examined by considering the effects of viscous dissipation, concentration based internal heat source and vertical throughflow. The basic steady state solution for Governing equations is derived. Linear stability analysis has been implemented numerically by using shooting and Runge-kutta methods. Critical thermal Rayleigh number Rac is obtained for various values of solutal Rayleigh number Sa, vertical Peclet number Pe, Gebhart number Ge, Lewis number Le and measure of concentration based internal heat source γ. It is observed that Ge has destabilizing effect for upward throughflow and stabilizing effect for downward throughflow. And γ has considerable destabilizing effect for upward throughflow and insignificant destabilizing effect for downward throughflow.

Keywords: Porous medium, concentration based internal heat source, vertical throughflow, viscous dissipation.

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Authors: Vitalice K. Oduol

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The paper considers a single-server queue with fixedsize batch Poisson arrivals and exponential service times, a model that is useful for a buffer that accepts messages arriving as fixed size batches of packets and releases them one packet at time. Transient performance measures for queues have long been recognized as being complementary to the steady-state analysis. The focus of the paper is on the use of the functions that arise in the analysis of the transient behaviour of the queuing system. The paper exploits practical modelling to obtain a solution to the integral equation encountered in the analysis. Results obtained indicate that under heavy load conditions, there is significant disparity in the statistics between the transient and steady state values.

Keywords: batch arrivals, modelling, single-server queue, time-varying probabilities, transient analysis.

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Authors: Rujira Kongnuy, Puntani Pongsumpun, I-Ming Tang

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Dengue fever is an important human arboviral disease. Outbreaks are now reported quite often from many parts of the world. The number of cases involving pregnant women and infant cases are increasing every year. The illness is often severe and complications may occur. Deaths often occur because of the difficulties in early diagnosis and in the improper management of the diseases. Dengue antibodies from pregnant women are passed on to infants and this protects the infants from dengue infections. Antibodies from the mother are transferred to the fetus when it is still in the womb. In this study, we formulate a mathematical model to describe the transmission of this disease in pregnant women. The model is formulated by dividing the human population into pregnant women and non-pregnant human (men and non-pregnant women). Each class is subdivided into susceptible (S), infectious (I) and recovered (R) subclasses. We apply standard dynamical analysis to our model. Conditions for the local stability of the equilibrium points are given. The numerical simulations are shown. The bifurcation diagrams of our model are discussed. The control of this disease in pregnant women is discussed in terms of the threshold conditions.

Keywords: Dengue disease, local stability, mathematical model, pregnancy.

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Authors: N. W. K. Jayatissa, R. Attalage, Prabath Hewageegana, P. A. A. Perera, M. A. Punyasena

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Per capita energy usage in any country is exponentially increasing with their development. As a result, the country’s dependence on the fossil fuels for energy generation is also increasing tremendously creating economic and environmental concerns. Tropical countries receive considerable amount of solar radiation throughout the year, use of solar energy with different energy storage and conversion methodologies is a viable solution to minimize the ever increasing demand for the depleting fossil fuels. Salinity gradient solar pond is one such solar energy application. This paper reports the characteristics and performance of a thermally insulated, experimental salinity-gradient solar pond, built at the premises of the University of Kelaniya, Sri Lanka. Particular stress is given to the behavior of the evolution of the three layer structure exist at the stable state of a salinity gradient solar pond over a long period of time, under different environmental conditions. The operational procedures required to maintain the long term thermal stability are also reported in this article.

Keywords: Salt-gradient, solar pond, solar radiation, renewable energy.

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Authors: Ashish Kumar, Sanjeev Kumar Suman

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This study investigated the influence of Cloisite-15A nanoclay on the physical, performance, and mechanical properties of bitumen binder. Cloisite-15A was blended in the bitumen in variegated percentages from 1% to 9% with increment of 2%. The blended bitumen was characterized using penetration, softening point, and dynamic viscosity using rotational viscometer, and compared with unmodified bitumen equally penetration grade 60/70. The rheological parameters were investigated using Dynamic Shear Rheometer (DSR), and mechanical properties were investigated by using Marshall Stability test. The results indicated an increase in softening point, dynamic viscosity and decrease in binder penetration. Rheological properties of bitumen increase complex modulus, decrease phase angle and improve rutting resistances as well. There was significant improvement in Marshall Stability, rather marginal improvement in flow value. The best improvement in the modified binder was obtained with 5% Cloisite-15A nanoclay.

Keywords: Cloisite-15A, complex shear modulus, phase angle, rutting resistance.

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Authors: Dong Wan-li, Gu Nai-jie, Tu Kun, Bi Kun, Liu Gang

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As originally designed for wired networks, TCP (transmission control protocol) congestion control mechanism is triggered into action when packet loss is detected. This implicit assumption for packet loss mostly due to network congestion does not work well in Mobile Ad Hoc Network, where there is a comparatively high likelihood of packet loss due to channel errors and node mobility etc. Such non-congestion packet loss, when dealt with by congestion control mechanism, causes poor TCP performance in MANET. In this study, we continue to investigate the impact of the interaction between transport protocols and on-demand routing protocols on the performance and stability of 802.11 multihop networks. We evaluate the important wireless networking events caused routing change, and propose a cross layer method to delay the unnecessary routing changes, only need to add a sensitivity parameter α , which represents the on-demand routing-s reaction to link failure of MAC layer. Our proposal is applicable to the plain 802.11 networking environment, the simulation results that this method can remarkably improve the stability and performance of TCP without any modification on TCP and MAC protocol.

Keywords: Mobile ad hoc networks (MANET), on-demandrouting, performance, transmission control protocol (TCP).

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Authors: Xu Zhao

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Text categorization techniques are widely used to many Information Retrieval (IR) applications. In this paper, we proposed a simple but efficient method that can automatically find the relationship between any pair of terms and documents, also an indexing matrix is established for text categorization. We call this method Indexing Matrix Categorization Machine (IMCM). Several experiments are conducted to show the efficiency and robust of our algorithm.

Keywords: Text categorization, Sub-space learning, Latent Semantic Space

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Authors: S. Panda, S. K. Tomar, R. Prasad, C. Ardil

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Order reduction of linear-time invariant systems employing two methods; one using the advantages of Routh approximation and other by an evolutionary technique is presented in this paper. In Routh approximation method the denominator of the reduced order model is obtained using Routh approximation while the numerator of the reduced order model is determined using the indirect approach of retaining the time moments and/or Markov parameters of original system. By this method the reduced order model guarantees stability if the original high order model is stable. In the second method Particle Swarm Optimization (PSO) is employed to reduce the higher order model. PSO method is based on the minimization of the Integral Squared Error (ISE) between the transient responses of original higher order model and the reduced order model pertaining to a unit step input. Both the methods are illustrated through numerical examples.

Keywords: Model Order Reduction, Markov Parameters, Routh Approximation, Particle Swarm Optimization, Integral Squared Error, Steady State Stability.

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Authors: Shahid M. Khan, Muhammad H. Sayyad

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An organic bulk heterojunction (BHJ) was fabricated using a blended film containing Copper (II) tetrakis(4-acumylphenoxy) phthalocyanine (Tc-CuPc) along with [6,6]-Phenyl C61 butyric acid methyl ester (PCBM). Weight ratio between Tc-CuPc and PCBM was 1:1. The electrical properties of Tc-CuPc: PCBM BHJ were examined. Rectifying nature of the BHJ was displayed by current-voltage (I-V) curves, recorded in dark and at various temperatures. At low voltages, conduction was ohmic succeeded by space-charge limiting current (SCLC) conduction at higher voltages in which exponential trap distribution was dominant. Series resistance, shunt resistance, ideality factor, effective barrier height and mobility at room temperature were found to be 526 4, 482 k4, 3.7, 0.17 eV and 2×10-7 cm2V-1s-1 respectively. Temperature effect towards different BHJ parameters was observed under dark condition.

Keywords: Bulk heterojunction, PCBM, phthalocyanine, spin coating.

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Authors: Tanapat Brikshavana, Anirut Luadsong

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The spectral action balance equation is an equation that used to simulate short-crested wind-generated waves in shallow water areas such as coastal regions and inland waters. This equation consists of two spatial dimensions, wave direction, and wave frequency which can be solved by finite difference method. When this equation with dominating propagation velocity terms are discretized using central differences, stability problems occur when the grid spacing is chosen too coarse. In this paper, we introduce the splitting modified donorcell scheme for avoiding stability problems and prove that it is consistent to the modified donor-cell scheme with same accuracy. The splitting modified donor-cell scheme was adopted to split the wave spectral action balance equation into four one-dimensional problems, which for each small problem obtains the independently tridiagonal linear systems. For each smaller system can be solved by direct or iterative methods at the same time which is very fast when performed by a multi-cores computer.

Keywords: donor-cell scheme, parallel algorithm, spectral action balance equation, splitting method.

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Authors: Khaled Abduesslam. M, Mohammed Ali, Basher H Alsdai, Muhammad Nizam, Inayati

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This paper presents the voltage problem location classification using performance of Least Squares Support Vector Machine (LS-SVM) and Learning Vector Quantization (LVQ) in electrical power system for proper voltage problem location implemented by IEEE 39 bus New- England. The data was collected from the time domain simulation by using Power System Analysis Toolbox (PSAT). Outputs from simulation data such as voltage, phase angle, real power and reactive power were taken as input to estimate voltage stability at particular buses based on Power Transfer Stability Index (PTSI).The simulation data was carried out on the IEEE 39 bus test system by considering load bus increased on the system. To verify of the proposed LS-SVM its performance was compared to Learning Vector Quantization (LVQ). The results showed that LS-SVM is faster and better as compared to LVQ. The results also demonstrated that the LS-SVM was estimated by 0% misclassification whereas LVQ had 7.69% misclassification.

Keywords: IEEE 39 bus, Least Squares Support Vector Machine, Learning Vector Quantization, Voltage Collapse.

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Authors: A. Kurşun, E. Kara, E. Çetin, Ş. Aksoy, A. Kesimli

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In this study, thermal elastic stress distribution occurred on long hollow cylinders made of functionally graded material (FGM) was analytically defined under thermal, mechanical and thermo mechanical loads. In closed form solutions for elastic stresses and displacements are obtained analytically by using the infinitesimal deformation theory of elasticity. It was assumed that elasticity modulus, thermal expansion coefficient and density of cylinder materials could change in terms of an exponential function as for that Poisson’s ratio was constant. A gradient parameter n is chosen between - 1 and 1. When n equals to zero, the disc becomes isotropic. Circumferential, radial and longitudinal stresses in the FGMs cylinders are depicted in the figures. As a result, the gradient parameters have great effects on the stress systems of FGMs cylinders.

Keywords: Functionally graded materials, hollow cylinder, thermoelasticity, thermomechanical load.

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Authors: Siti Raihana Hamzah

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This paper elaborates risk shifting in debt financing system as the ultimate cause of the global financial crisis. In contrast, risk sharing in equity financing like sukuk helps the economic system to be better sustained. Nevertheless, some types of sukuk are haunted by the issue of imitation with bonds. The critics on the imitation issue not only have raised doubt on the ability of sukuk to diminish risk shifting behavior but also the ability of this Islamic financial instrument to ensure better future financial stability. Through that, this paper provides discussion on the possibility of sukuk to induce risk shifting and how equity financing may help sukuk to be free from risk shifting. This paper is important in the sense that sukuk receives a significant demand from investors throughout the world. For this instrument to be supportive in the future economic stability, the issue of imitation needs to be identified and addressed. Furthermore, critics cannot be focused on debts and its ability to gauge the financial flux but also to sukuk due to their structures similarity.

Keywords: Global financial crisis, debt, risk-shifting, risk sharing, equity, sukuk, bonds.

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Authors: J. Carlos Kuri, Varun Vij, Raymond J. Turner, Orly Yadid-Pecht

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Celiac disease (CD) is an immune system disorder that is related to eating gluten. As gluten-free (GF) diet has become a concern of many people for health reasons, a gold standard had to be nominated. Enzyme-linked immunosorbent assay (ELISA) has taken the seat of this role. However, multiple limitations were discovered, and with that, the desire for an alternative method now exists. Nucleic acid based aptamers have become of great interest due to their selectivity, specificity, simplicity, and rapid-testing advantages. However, fluorescence-based aptasensors have been tagged as unstable, but lifespan details are rarely stated. In this work, the lifespan stability of a fluorescence-based aptasensor is shown over a 8-week long study displaying the accuracy of the sensor and false negatives. This study follows 22 different samples, including GF and gluten-rich (GR) and soy sauce products, off-the-shelf products, and reference material from laboratories; giving a total of 836 tests. The analysis shows an accuracy of correctly classifying GF and GR products of 96.30% and 100%, respectively, when the protocol is augmented with molecular sieves. The overall accuracy remains around 94% within the first 4 weeks and then decays to 63%.

Keywords: Aptasensor, PEG, rGO, FAM, RM, ELISA.

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Authors: Sergei Aleinik, Yuri Matveev

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In this paper a novel method for the detection of  clipping in speech signals is described. It is shown that the new  method has better performance than known clipping detection  methods, is easy to implement, and is robust to changes in signal  amplitude, size of data, etc. Statistical simulation results are  presented.

 

Keywords: Clipping, clipped signal, speech signal processing.

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Authors: Y. Areepong

Abstract:

The main goal of this paper is to study Statistical Process Control (SPC) with Exponentially Weighted Moving Average (EWMA) control chart when observations are serially-correlated. The characteristic of control chart is Average Run Length (ARL) which is the average number of samples taken before an action signal is given. Ideally, an acceptable ARL of in-control process should be enough large, so-called (ARL₀). Otherwise it should be small when the process is out-of-control, so-called Average of Delay Time (ARL₁) or a mean of true alarm. We find explicit formulas of ARL for EWMA control chart for Seasonal Autoregressive and Moving Average processes (SARMA) with Exponential white noise. The results of ARL obtained from explicit formula and Integral equation are in good agreement. In particular, this formulas for evaluating (ARL₀) and (ARL₁) be able to get a set of optimal parameters which depend on smoothing parameter (λ) and width of control limit (H) for designing EWMA chart with minimum of (ARL₁).

Keywords: Average Run Length1, Optimal parameters, Exponentially Weighted Moving Average (EWMA) control chart.

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Authors: Rawan I. Zaghloul, Enas F. Al-Rawashdeh

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In this paper a simple watermarking method for color images is proposed. The proposed method is based on watermark embedding for the histograms of the HSV planes using visual cryptography watermarking. The method has been proved to be robust for various image processing operations such as filtering, compression, additive noise, and various geometrical attacks such as rotation, scaling, cropping, flipping, and shearing.

Keywords: Histogram, HSV image, Visual Cryptography, Watermark.

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Authors: Pinho C., Madaleno M.

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German electricity European options on futures using Lévy processes for the underlying asset are examined. Implied volatility evolution, under each of the considered models, is discussed after calibrating for the Merton jump diffusion (MJD), variance gamma (VG), normal inverse Gaussian (NIG), Carr, Geman, Madan and Yor (CGMY) and the Black and Scholes (B&S) model. Implied volatility is examined for the entire sample period, revealing some curious features about market evolution, where data fitting performances of the five models are compared. It is shown that variance gamma processes provide relatively better results and that implied volatility shows significant differences through time, having increasingly evolved. Volatility changes for changed uncertainty, or else, increasing futures prices and there is evidence for the need to account for seasonality when modelling both electricity spot/futures prices and volatility.

Keywords: Calibration, Electricity Markets, Implied Volatility, Lévy Models, Options on Futures, Pricing

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Authors: Péter Restás, Andrea Czibor, Zsolt Péter Szabó

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Purpose: This article aims to rethink the phenomena of employee behavior as a product of a system. Both organizational culture and Complex Adaptive Systems (CAS) theory emphasize that individual behavior depends on the specific system and the unique organizational culture. These two major theories are both represented in the field of organizational studies; however, they are rarely used together for the comprehensive understanding of workplace behavior. Methodology: By reviewing the literature we use key concepts stemming from organizational culture and CAS theory in order to show the similarities between these theories and create an enriched understanding of employee behavior. Findings: a) Workplace behavior is defined here as social cognition issue. b) Organizations are discussed here as complex systems, and cultures which drive and dictate the cognitive processes of agents in the system. c) Culture gives CAS theory a context which lets us see organizations not just as ever-changing and unpredictable, but as such systems that aim to create and maintain stability by recurring behavior. Conclusion: Applying the knowledge from culture and CAS theory sheds light on our present understanding of employee behavior, also emphasizes the importance of novel ways in organizational research and management.

Keywords: Complex adaptive systems theory, employee behavior, organizational culture, stability.

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Authors: Ismail Abubakar, Hamid Mehrabi, Reg Morton

Abstract:

Currently, extensive signal analysis is performed in order to evaluate structural health of turbomachinery blades. This approach is affected by constraints of time and the availability of qualified personnel. Thus, new approaches to blade dynamics identification that provide faster and more accurate results are sought after. Generally, modal analysis is employed in acquiring dynamic properties of a vibrating turbomachinery blade and is widely adopted in condition monitoring of blades. The analysis provides useful information on the different modes of vibration and natural frequencies by exploring different shapes that can be taken up during vibration since all mode shapes have their corresponding natural frequencies. Experimental modal testing and finite element analysis are the traditional methods used to evaluate mode shapes with limited application to real live scenario to facilitate a robust condition monitoring scheme. For a real time mode shape evaluation, rapid evaluation and low computational cost is required and traditional techniques are unsuitable. In this study, artificial neural network is developed to evaluate the mode shape of a lab scale rotating blade assembly by using result from finite element modal analysis as training data. The network performance evaluation shows that artificial neural network (ANN) is capable of mapping the correlation between natural frequencies and mode shapes. This is achieved without the need of extensive signal analysis. The approach offers advantage from the perspective that the network is able to classify mode shapes and can be employed in real time including simplicity in implementation and accuracy of the prediction. The work paves the way for further development of robust condition monitoring system that incorporates real time mode shape evaluation.

Keywords: Modal analysis, artificial neural network, mode shape, natural frequencies, pattern recognition.

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